+666.4%
HPE vs ULTA
+222.5%
+443.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.1% | -5.9% |
| 7D | +1.4% | -3.9% | +5.3% | +2.6% |
| 30D | +1.5% | -1.1% | +2.6% | +1.5% |
| 3M | +21.7% | +13.8% | +8.0% | +15.7% |
| 6M | +164.2% | -17.2% | +181.4% | +176.6% |
| YTD | +132.1% | -11.5% | +143.5% | +136.9% |
| 1Y | +130.6% | +3.9% | +126.7% | +122.2% |
| 3Y | +244.1% | +29.5% | +214.7% | +197.8% |
| 5Y | +340.8% | +42.9% | +297.9% | +258.9% |
| 10Y | +500.2% | +124.4% | +375.8% | +285.6% |
| All | +666.4% | +222.5% | +443.9% | +344.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling